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ORC Stock Analysis

Data source: Trade-Ideas Alerts | 36 alerts analyzed | Backtest period: 2022-01-14 → 2025-02-03

⚠️ Small sample size (36 alerts). Statistics may have high variance. Interpret with caution.

🏢 Company Profile

Orchid Island Capital, Inc. REAL ESTATE INVESTMENT TRUSTS (SIC 6798)
📍 NYSE 📅 IPO: Jul 26, 2011 🔗 www.orchidislandcapital.com
💰 Market Cap: $1.50B
Orchid Island Capital Inc is a specialty finance company that invests in residential mortgage-backed securities. The principal and interest payments of its RMBS are guaranteed by the Federal National Mortgage Association, the Federal Home Loan Mortgage Corporation, or the Government National Mortgage Association, and are backed by single-family residential mortgage loans. The company's investment portfolio is divided into two categories namely traditional pass-through Agency RMBS; and structured Agency RMBS, such as collateralized mortgage obligations, interest-only securities, inverse interest-only securities, and principal-only securities, among other types of structured Agency RMBS.
📊
36
Total Alerts
🎯
58.3%
Win Rate (EOD)
💰
+121.70%
Avg Gain (EOD)
🚀
+1.64%
Avg MFE (Max Potential)

📈 Performance by Timeframe

5MIN

Win Rate: 22.2%
Avg Gain: -0.45%
Avg Winner: +0.80%
Avg Loser: -1.03%
Best: +2.14%
Worst: -3.17%
Trades: 8/22

15MIN

Win Rate: 25.0%
Avg Gain: -0.33%
Avg Winner: +1.48%
Avg Loser: -1.15%
Best: +3.67%
Worst: -2.41%
Trades: 9/22

30MIN

Win Rate: 30.6%
Avg Gain: -0.33%
Avg Winner: +1.89%
Avg Loser: -1.36%
Best: +4.72%
Worst: -2.75%
Trades: 11/24

60MIN

Win Rate: 30.6%
Avg Gain: -0.20%
Avg Winner: +2.43%
Avg Loser: -1.36%
Best: +5.64%
Worst: -3.28%
Trades: 11/25

EOD (End of Day)

Win Rate: 58.3%
Avg Gain: +121.70%
Avg Winner: +210.14%
Avg Loser: -2.27%
Best: +428.11%
Worst: -5.83%
Trades: 21/14

🚀 Max Favorable / Adverse Excursion (MFE/MAE)

Institutional-grade metrics showing the maximum profit potential and risk for each alert.

📈 MFE (Max Profit Potential)

Average MFE: +1.64%
Best MFE: +6.43%
Avg Time to MFE: 118 min

On average, ORC alerts reach +1.64% profit potential within 118 minutes.

📉 MAE (Max Drawdown Risk)

Average MAE: -1.22%
Worst MAE: -4.72%
Avg Time to MAE: 19 min

Before reaching MFE, expect an average drawdown of 1.22%.

⚖️ Risk/Reward Ratio

1.34:1

Good risk/reward - favorable for momentum trading.

💡 Trading Insight: Based on 36 alerts, ORC typically reaches +1.64% profit before pulling back. Consider setting profit targets around 1.3% to capture most of the move.

🌅 Premarket Gap Analysis (9:25 → 9:30)

Total Gaps Analyzed 36
Gap Up % 13.9%
Avg Gap -0.32%
Best Gap +0.76%

🏭 Sector Comparison: REAL ESTATE INVESTMENT TRUSTS

How ORC compares to 118 other tickers in the same sector.

5-Min Gain
ORC: -0.45% Sector: -0.14% -0.31%
EOD Gain
ORC: +121.70% Sector: +296893.71% -296772.01%
Avg MFE
ORC: +1.64% Sector: +2.11% -0.48%

📋 Last 20 Alerts

Historical ORC alerts with performance metrics calculated from 1-minute price data. Each row shows the actual price movement at different timeframes after the alert.

Date Time Price 5min 15min 30min 60min EOD MFE MAE Gap Result
2025-02-03 09:27:17 $7.93 +2.14% +3.16% +4.41% +4.79% +4.04% +5.17% - +0.76% WIN
2024-08-05 09:26:21 $7.69 -2.21% -2.41% -1.24% +0.39% -0.39% +1.43% -2.96% +0.52% LOSS
2022-08-30 09:25:00 $2.8 -1.07% - -1.25% -1.25% -3.57% - - - LOSS
2022-08-29 09:25:00 $2.86 -0.17% -0.52% +0.35% +0.87% -1.05% +1.05% -1.05% - LOSS
2022-08-22 09:25:00 $2.83 - -0.88% -0.88% -1.66% -2.47% +0.53% -1.41% -0.35% -
2022-08-19 09:25:00 $2.91 +0.34% +0.00% -1.20% -1.55% -1.03% +1.03% -1.03% +0.34% WIN
2022-08-18 09:25:00 $2.98 - +2.44% +1.01% +0.67% -1.01% +3.02% -0.34% - -
2022-08-08 09:25:00 $3.14 +0.32% +0.48% +0.25% -0.00% +0.96% +1.27% -1.27% -1.27% WIN
2022-07-26 09:25:00 $3.07 -0.28% - - -0.55% +1.30% +1.47% -0.98% +0.33% LOSS
2022-07-06 09:25:00 $2.96 -0.34% -0.17% -1.18% -1.52% +388.18% +0.68% -0.34% -0.34% LOSS
2022-06-17 09:25:00 $2.49 -1.81% - +2.21% +1.61% +428.11% +6.43% -2.01% - LOSS
2022-05-12 09:25:00 $2.8 +0.36% - +1.07% +2.86% +2.14% +2.86% -0.36% +0.36% WIN
2022-04-29 09:25:00 $2.72 -3.17% +1.65% +3.49% +3.12% +2.21% +4.78% -4.04% -4.04% LOSS
2022-04-25 09:25:00 $2.9 -0.52% +0.30% -0.34% -0.62% +1.72% +1.72% -1.72% -0.34% LOSS
2022-04-20 09:25:00 $2.94 -0.34% -2.21% -0.80% +1.53% +406.80% +2.04% -2.72% - LOSS
2022-04-12 09:25:00 $3.04 -0.99% -0.33% +0.66% +1.15% +396.71% +1.32% -1.32% -0.33% LOSS
2022-03-30 09:25:00 $3.37 - -1.78% -1.78% -0.89% -2.37% +0.89% - - -
2022-03-28 09:25:00 $3.36 -0.45% -0.31% -1.19% -0.89% +400.00% +0.60% -1.19% -0.30% LOSS
2022-03-21 09:25:00 $3.27 -0.31% -1.07% -1.68% -1.68% +387.77% - - -0.31% LOSS
2022-03-17 09:25:00 $3.19 +1.97% +3.67% +4.72% +5.64% +3.13% +5.64% -0.31% - WIN

Table Metrics Explained:

  • 5min/15min/30min/60min/EOD: Price change at each timeframe (calculated from real minute-by-minute data)
  • MFE: Maximum Favorable Excursion - highest profit potential reached during the day
  • MAE: Maximum Adverse Excursion - worst drawdown experienced before reaching MFE
  • Gap: Premarket price gap from 9:25 AM to 9:30 AM market open
  • Result: WIN if 5min change > 0%, LOSS otherwise

🚀 Beat the 58.3% Baseline on ORC

The 58.3% win rate is just the raw starting point. Launch the app to apply filters (Volume, RSI, Time) and see if you can push ORC's performance to 75%+.

Optimize ORC Strategy →

Why Analyze ORC with FILTRIX?

🛡️ Realistic Entry Simulation

We don't inflate stats. Our analysis tracks only the first alert of the day for ORC. This simulates a true "Gap & Go" entry at pre-market hours (9:25-9:30 AM), avoiding the trap of chasing a stock that has already extended.

💰 Max Potential (MFE) Analysis

How much is left in the move? On winning days, ORC historically offers an average upside of +1.64% intraday. Our data helps you distinguish between a quick scalp and a runner.

📊 ORC Momentum Personality

With a baseline win rate of 58.3%, ORC shows neutral behavior, suggesting the need for additional volume confirmation.

⏱️ Optimized Exit Timing

Don't guess when to sell. Our backtests show ORC performs best on the EOD (End of Day) timeframe (Avg Gain: +121.70%), signaling that gains often fade later in the session.